+239.9%
TMUS vs TNA
+34.7%
+205.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.3% | 0.0% |
| 7D | +6.5% | +7.7% | -1.2% | +5.4% |
| 30D | +11.3% | -0.7% | +12.0% | +10.9% |
| 3M | -2.9% | -25.4% | +22.5% | +0.5% |
| 6M | -10.5% | -11.8% | +1.3% | -10.1% |
| YTD | -14.4% | +23.9% | -38.3% | -19.3% |
| 1Y | -17.9% | +25.6% | -43.5% | -23.0% |
| 3Y | +21.9% | +137.1% | -115.2% | -5.5% |
| 5Y | +52.1% | -45.4% | +97.5% | +42.9% |
| All | +239.9% | +34.7% | +205.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling